Do you want to save them? From then on, Link and Midna maintain a strong friendship, and she is far less disdainful and more amiable and kind to him.
It's hidden somewhere in Hyrule.
However after learning that the are not aided with Cia, she willingly joins their cause and travels with them to the , where the era's is being guarded by Zant.
She can also hide in the light world as Link's shadow while he's in his human form.